Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence

Journal of Banking and Finance

Volumn 25, Issue 7, 2001, Pages 1319-1337

  Frino, Alex ^a   Hill, Amelia ^a  

^a UNIVERSITY OF SYDNEY   (Australia)

Author keywords

Bid ask spreads; G14; Information announcements; Volatility; Volume

Indexed keywords

EID: 0010976723     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(00)00132-1     Document Type: Article

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